+24.8%
GDX vs GLXY
-57.6%
+82.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -17.0% | +26.0% | +11.8% |
| 7D | +0.8% | -26.8% | +27.6% | +5.6% |
| 30D | -3.2% | -38.3% | +35.1% | +4.3% |
| 3M | +8.6% | -36.9% | +45.5% | +15.6% |
| 6M | -1.2% | -52.1% | +50.9% | +9.7% |
| YTD | -1.4% | -37.5% | +36.1% | -0.2% |
| 1Y | +24.8% | -55.2% | +80.0% | +37.6% |
| All | +24.8% | -57.6% | +82.4% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GLXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling